Structural stochastic volatility in asset pricing dynamics: estimation and model contest (Q310961)
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scientific article; zbMATH DE number 6630487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural stochastic volatility in asset pricing dynamics: estimation and model contest |
scientific article; zbMATH DE number 6630487 |
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Structural stochastic volatility in asset pricing dynamics: estimation and model contest (English)
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28 September 2016
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method of simulated moments
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moment coverage ratio
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herding
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discrete choice approach
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transition probability approach
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0.96257627
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0.89971304
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0.89953005
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0.89695334
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0.89429617
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0.8928906
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